+265.2%
SU vs LEN
+108.0%
+157.1%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.2% | -2.3% | -0.6% |
| 7D | +2.2% | -4.8% | +7.0% | +3.3% |
| 30D | +8.4% | -6.6% | +15.0% | +9.9% |
| 3M | +12.1% | -15.7% | +27.8% | +15.7% |
| 6M | +19.7% | -16.6% | +36.3% | +23.0% |
| YTD | +58.4% | -21.3% | +79.8% | +64.5% |
| 1Y | +67.2% | -42.0% | +109.3% | +87.0% |
| 3Y | +125.0% | -27.9% | +152.9% | +128.4% |
| 5Y | +355.1% | -10.7% | +365.8% | +317.2% |
| All | +265.2% | +108.0% | +157.1% | +157.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded LEN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling